Some notes about the continuous-in-time financial model
From MaRDI portal
Recommendations
- Continuous-time models in corporate finance, banking, and insurance. A user's guide
- A model‐free approach to continuous‐time finance
- scientific article; zbMATH DE number 953313
- On some classes of continuous time series models and their use in financial economics.
- Continuous and discrete models in finance, in particular for stochastic interest rates
- On stability of continuous time models of a financial market.
- Consumption and portfolio turnpike theorems in a continuous-time finance model
- Continuous-time term structure models: Forward measure approach
- A survey of stochastic continuous time models of the term structure of interest rates
Cites work
- scientific article; zbMATH DE number 5972297 (Why is no real title available?)
- An Introduction to Inverse Scattering and Inverse Spectral Problems
- Comparing parameter choice methods for regularization of ill-posed problems
- Invertibility and spectrum localization of non-self-adjoint operators
- Operator functions and localization of spectra
- The discrete Picard condition for discrete ill-posed problems
- The spectrum of a Schrödinger operator in \(L_ p({\mathbb{R}}^{\nu})\) is p-independent
Cited in
(3)
This page was built for publication: Some notes about the continuous-in-time financial model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1667564)